The data is otherwise E2E encrypted but when you see a link preview on WhatsApp Meta knows that.
Also a lot of the data you mentioned will also not be available if you don’t use their client, eg: if you use Signal client then Facebook won’t get your location all as that’s not part of regular text message
Because no one else can answer your questions.
At least on my Mac, I also only see connections to the URL domain, nothing to a Facebook subdomain.
I don’t work at Facebook on this specific system that handles link previews so I have no idea of the details.
The fact is that if they send a request containing the link I previewed which is tied to my IP which connects to my Facebook account then they can 100% correlate that information and figure it out.
Are they doing that? Maybe, maybe not. I don’t work there. But they can if they want to so it all comes down to trust. Do you trust Meta?